+26.0%
IVZ vs EOSE
-90.5%
+116.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.6% |
| 7D | +2.2% | -8.4% | +10.6% | +3.1% |
| 30D | -2.2% | -31.0% | +28.8% | +0.9% |
| 3M | -8.4% | -57.0% | +48.6% | -2.2% |
| 6M | +6.2% | -78.3% | +84.4% | +18.6% |
| YTD | +12.4% | -84.8% | +97.2% | +26.7% |
| 1Y | +26.0% | -90.9% | +116.9% | +49.5% |
| All | +26.0% | -90.5% | +116.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling